Treasury and Capital Market:
- Deep understanding of Treasury Products trade life cycle and working on FX Derivatives Money Market & Fixed Income Instruments.
- Deep understanding of Kondor & /FR/KGR/MGR; must have experience working on Migration Configuration providing support and testing.
- Should have good experience working on Migrations
- Business and system requirements analysis / Specifications on K & /FR/KGR/MGR.
- Coordination with external stakeholders for releasing and testing of applications.
- Production implementation and postproduction support.
- Responsible to elaborate & develop based on FO/MO requirements/functional specifications.
- Remain involved with projects through the development/Migration and testing for effective proposed solutions.
- Configuration of Historical VaR Back Testing.
- Configuration of Monte Carlo Simulation.
- Configuration of Stress VaR.
- Configuration of Market Risk Limits like Transaction Limits Position Limit Stop Loss Limit etc. Execution of Test Cases during SIT.
- Supporting business users for execution of test case during UAT phase.
- Tracking & closure of Issues during SIT/UAT phase and Communicate status and report issues to management.
- MUST HAVE SKILLS
- Static data Market data Limit check Deal Capture Reporting and Interfaces.
- Kondor Middle Office: (FR/KGR/MGR)
- Successfully Implemented Fusion Risk KGR PFE SACCR Real time Market Limit System (MLS) Solutions for Risk (Credit and Market Risk) business.
- Configuration of Credit & settlement Limits.
- Experience working with HSVaR Stress Test Back Test Risk Reporting product Configuration Credit & Settlement limit configuration Market limit setup (position limit Deal size limit Greek limit stop loss limit) SACCR.
- Other Technical SKILLS
- Back Office: Static Data Market Data Validation Payment Accounting Mails Reporting
- Strong Sybase/SQL DB
- Unix shell
- Java